+445.9%
ORLY vs Z
+25.1%
+420.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -0.7% | -3.0% | +2.3% | -0.4% |
| 30D | -5.9% | -4.2% | -1.8% | -5.7% |
| 3M | -0.6% | -3.7% | +3.1% | -0.5% |
| 6M | -6.8% | -24.5% | +17.7% | -4.9% |
| YTD | -3.6% | -49.3% | +45.7% | +1.6% |
| 1Y | -16.3% | -58.7% | +42.3% | -10.3% |
| 3Y | +39.1% | -34.1% | +73.3% | +40.0% |
| 5Y | +125.4% | -64.5% | +190.0% | +133.3% |
| 10Y | +366.5% | -0.5% | +367.0% | +286.5% |
| All | +445.9% | +25.1% | +420.8% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling